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BSCV vs. LQDW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSCV vs. LQDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). The values are adjusted to include any dividend payments, if applicable.

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BSCV vs. LQDW - Yearly Performance Comparison


2026 (YTD)2025202420232022
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
-0.26%9.04%2.62%9.16%-3.51%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
0.09%9.05%2.60%3.99%-6.78%

Returns By Period

In the year-to-date period, BSCV achieves a -0.26% return, which is significantly lower than LQDW's 0.09% return.


BSCV

1D
0.03%
1M
-1.24%
YTD
-0.26%
6M
0.64%
1Y
5.53%
3Y*
5.33%
5Y*
10Y*

LQDW

1D
0.08%
1M
-1.23%
YTD
0.09%
6M
1.24%
1Y
6.04%
3Y*
3.62%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSCV vs. LQDW - Expense Ratio Comparison

BSCV has a 0.10% expense ratio, which is lower than LQDW's 0.34% expense ratio.


Return for Risk

BSCV vs. LQDW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSCV
BSCV Risk / Return Rank: 7070
Overall Rank
BSCV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BSCV Sortino Ratio Rank: 7070
Sortino Ratio Rank
BSCV Omega Ratio Rank: 6565
Omega Ratio Rank
BSCV Calmar Ratio Rank: 7272
Calmar Ratio Rank
BSCV Martin Ratio Rank: 7171
Martin Ratio Rank

LQDW
LQDW Risk / Return Rank: 7474
Overall Rank
LQDW Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LQDW Sortino Ratio Rank: 7171
Sortino Ratio Rank
LQDW Omega Ratio Rank: 7979
Omega Ratio Rank
LQDW Calmar Ratio Rank: 7373
Calmar Ratio Rank
LQDW Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSCV vs. LQDW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) and iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BSCVLQDWDifference

Sharpe ratio

Return per unit of total volatility

1.29

1.37

-0.08

Sortino ratio

Return per unit of downside risk

1.84

1.86

-0.02

Omega ratio

Gain probability vs. loss probability

1.25

1.31

-0.06

Calmar ratio

Return relative to maximum drawdown

2.03

1.99

+0.04

Martin ratio

Return relative to average drawdown

7.97

8.21

-0.24

BSCV vs. LQDW - Sharpe Ratio Comparison

The current BSCV Sharpe Ratio is 1.29, which is comparable to the LQDW Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BSCV and LQDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BSCVLQDWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.29

1.37

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.42

-0.43

Correlation

The correlation between BSCV and LQDW is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BSCV vs. LQDW - Dividend Comparison

BSCV's dividend yield for the trailing twelve months is around 4.71%, less than LQDW's 14.96% yield.


TTM20252024202320222021
BSCV
Invesco BulletShares 2031 Corporate Bond ETF
4.71%4.65%4.87%4.47%3.43%0.57%
LQDW
iShares Investment Grade Corporate Bond Buywrite Strategy ETF
14.96%16.02%15.74%19.28%8.85%0.00%

Drawdowns

BSCV vs. LQDW - Drawdown Comparison

The maximum BSCV drawdown since its inception was -23.28%, which is greater than LQDW's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for BSCV and LQDW.


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Drawdown Indicators


BSCVLQDWDifference

Max Drawdown

Largest peak-to-trough decline

-23.28%

-9.20%

-14.08%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-3.14%

+0.28%

Current Drawdown

Current decline from peak

-1.57%

-1.49%

-0.08%

Average Drawdown

Average peak-to-trough decline

-9.88%

-2.42%

-7.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.76%

-0.03%

Volatility

BSCV vs. LQDW - Volatility Comparison

The current volatility for Invesco BulletShares 2031 Corporate Bond ETF (BSCV) is 1.63%, while iShares Investment Grade Corporate Bond Buywrite Strategy ETF (LQDW) has a volatility of 2.27%. This indicates that BSCV experiences smaller price fluctuations and is considered to be less risky than LQDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSCVLQDWDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

2.27%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.31%

2.79%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

4.31%

4.44%

-0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.47%

5.55%

+1.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.47%

5.55%

+1.92%